GRUB has two distinct boot methods. One of the two is to load an operating
system directly, and the other is to chain-load another boot loader
which then will load an operating system actually. Generally speaking,
the former is desirable, because you don't need to install or maintain
other boot loaders and GRUB is flexible enough to load an operating
system from an arbitrary disk/partition. However, the latter is sometimes
required, since GRUB doesn't support all the existing operating systems
natively.